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~isPartOf:"Working papers"
~person:"Billio, Monica"
~person:"Casarin, Roberto"
~person:"Mistry, Malcolm"
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Search: subject_exact:"Markovsche Kette"
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Markov chain
13
Markov-Kette
13
Bayes-Statistik
9
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6
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Billio, Monica
Casarin, Roberto
Mistry, Malcolm
Stachurski, John
4
Osuntuyi, Anthony
3
Otranto, Edoardo
3
Cavicchioli, Maddalena
2
Droumaguet, Matthieu
2
Gallo, Giampiero M.
2
Korobilis, Dimitris
2
Le Van, Cuong
2
Ravazzolo, Francesco
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Scaffidi Domianello, Luca
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Woźniak, Tomasz
2
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1
Ahelegbey, Daniel Felix
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Anas, Jacques
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1
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1
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1
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Horst, Enrique ter
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1
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Working papers
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
7
CAMP working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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1
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic : a Bayesian Markov switching model
Bulfone, Giacomo
;
Casarin, Roberto
;
Ravazzolo, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012510805
Saved in:
2
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
3
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
4
Growth-cycle phases in China's provinces : a panel Markov-switching approach
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2014
Persistent link: https://www.econbiz.de/10011629384
Saved in:
5
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
6
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
Casarin, Roberto
;
Leisen, Fabrizio
;
Molina, German
; …
-
2014
Persistent link: https://www.econbiz.de/10011631789
Saved in:
7
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
8
Bayesian Markov switching stochastic correlation models
Casarin, Roberto
;
Tronzano, Marco
;
Sartore, Domenico
-
2013
Persistent link: https://www.econbiz.de/10011631746
Saved in:
9
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10011629026
Saved in:
10
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
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